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Soc. Generale Call 213.05 DHR 17..../  DE000SV1GKU4  /

Frankfurt Zert./SG
8/5/2024  8:44:48 AM Chg.-1.170 Bid9:26:17 AM Ask9:26:17 AM Underlying Strike price Expiration date Option type
6.090EUR -16.12% 5.810
Bid Size: 1,000		 6.580
Ask Size: 1,000		 Danaher Corporation 213.05 USD 1/17/2025 Call
 

Master data

WKN: SV1GKU
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 213.05 USD
Maturity: 1/17/2025
Issue date: 2/24/2023
Last trading day: 1/16/2025
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 4.06
Leverage: Yes

Calculated values

Fair value: 6.96
Intrinsic value: 6.57
Implied volatility: 0.25
Historic volatility: 0.21
Parity: 6.57
Time value: 0.46
Break-even: 257.70
Moneyness: 1.30
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: -0.25
Spread %: -3.43%
Delta: 0.96
Theta: -0.03
Omega: 3.88
Rho: 0.82
 

Quote data

Open: 6.090
High: 6.090
Low: 6.090
Previous Close: 7.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.37%
1 Month  
+47.46%
3 Months  
+16.44%
YTD  
+32.97%
1 Year  
+23.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.700 7.030
1M High / 1M Low: 7.700 4.090
6M High / 6M Low: 7.700 3.920
High (YTD): 8/1/2024 7.700
Low (YTD): 1/15/2024 3.790
52W High: 8/1/2024 7.700
52W Low: 10/30/2023 2.100
Avg. price 1W:   7.352
Avg. volume 1W:   0.000
Avg. price 1M:   5.632
Avg. volume 1M:   0.000
Avg. price 6M:   5.634
Avg. volume 6M:   .630
Avg. price 1Y:   4.913
Avg. volume 1Y:   .315
Volatility 1M:   124.83%
Volatility 6M:   93.43%
Volatility 1Y:   91.98%
Volatility 3Y:   -